-26.5%
ACN vs CMS
+34.5%
-61.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -5.7% | -1.3% | -4.5% | -5.4% |
| 30D | +17.0% | +5.3% | +11.8% | +15.4% |
| 3M | +39.9% | -0.3% | +40.2% | +39.9% |
| 6M | +50.2% | -4.0% | +54.2% | +51.8% |
| YTD | -4.2% | +2.1% | -6.3% | -5.4% |
| 1Y | +4.3% | -4.7% | +9.0% | +5.2% |
| 3Y | -17.1% | +36.8% | -53.9% | -28.1% |
| 5Y | -26.5% | +34.9% | -61.3% | -36.0% |
| All | -26.5% | +34.5% | -61.0% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling